Trading Metrics calculated at close of trading on 16-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
218.89 |
218.60 |
-0.29 |
-0.1% |
218.40 |
High |
219.50 |
218.68 |
-0.82 |
-0.4% |
218.94 |
Low |
218.88 |
217.96 |
-0.92 |
-0.4% |
217.23 |
Close |
219.09 |
217.96 |
-1.13 |
-0.5% |
218.46 |
Range |
0.62 |
0.72 |
0.10 |
16.1% |
1.71 |
ATR |
1.51 |
1.48 |
-0.03 |
-1.8% |
0.00 |
Volume |
49,813,400 |
53,213,600 |
3,400,200 |
6.8% |
282,915,700 |
|
Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
220.36 |
219.88 |
218.36 |
|
R3 |
219.64 |
219.16 |
218.16 |
|
R2 |
218.92 |
218.92 |
218.09 |
|
R1 |
218.44 |
218.44 |
218.03 |
218.32 |
PP |
218.20 |
218.20 |
218.20 |
218.14 |
S1 |
217.72 |
217.72 |
217.89 |
217.60 |
S2 |
217.48 |
217.48 |
217.83 |
|
S3 |
216.76 |
217.00 |
217.76 |
|
S4 |
216.04 |
216.28 |
217.56 |
|
|
Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
223.34 |
222.61 |
219.40 |
|
R3 |
221.63 |
220.90 |
218.93 |
|
R2 |
219.92 |
219.92 |
218.77 |
|
R1 |
219.19 |
219.19 |
218.62 |
219.56 |
PP |
218.21 |
218.21 |
218.21 |
218.39 |
S1 |
217.48 |
217.48 |
218.30 |
217.85 |
S2 |
216.50 |
216.50 |
218.15 |
|
S3 |
214.79 |
215.77 |
217.99 |
|
S4 |
213.08 |
214.06 |
217.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
219.50 |
217.23 |
2.27 |
1.0% |
0.84 |
0.4% |
32% |
False |
False |
58,956,920 |
10 |
219.50 |
214.25 |
5.25 |
2.4% |
1.08 |
0.5% |
71% |
False |
False |
55,841,389 |
20 |
219.50 |
214.25 |
5.25 |
2.4% |
1.25 |
0.6% |
71% |
False |
False |
63,366,849 |
40 |
219.50 |
198.65 |
20.85 |
9.6% |
1.64 |
0.8% |
93% |
False |
False |
92,184,790 |
60 |
219.50 |
198.65 |
20.85 |
9.6% |
1.60 |
0.7% |
93% |
False |
False |
91,065,059 |
80 |
219.50 |
198.65 |
20.85 |
9.6% |
1.66 |
0.8% |
93% |
False |
False |
91,208,152 |
100 |
219.50 |
198.65 |
20.85 |
9.6% |
1.69 |
0.8% |
93% |
False |
False |
90,845,666 |
120 |
219.50 |
193.33 |
26.17 |
12.0% |
1.74 |
0.8% |
94% |
False |
False |
94,394,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
221.74 |
2.618 |
220.56 |
1.618 |
219.84 |
1.000 |
219.40 |
0.618 |
219.12 |
HIGH |
218.68 |
0.618 |
218.40 |
0.500 |
218.32 |
0.382 |
218.24 |
LOW |
217.96 |
0.618 |
217.52 |
1.000 |
217.24 |
1.618 |
216.80 |
2.618 |
216.08 |
4.250 |
214.90 |
|
|
Fisher Pivots for day following 16-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
218.32 |
218.73 |
PP |
218.20 |
218.47 |
S1 |
218.08 |
218.22 |
|